Forecasting of GPU Prices Using Transformer Method
DOI:
https://doi.org/10.32736/sisfokom.v12i1.1569Keywords:
GPU, Transformer, Forecasting, Time Series ForecastingAbstract
GPU or VGA (graphic processing unit) is a vital component of computers and laptops, used for tasks such as rendering videos, creating game environments, and compiling large amounts of code. The price of GPU/VGA has fluctuated significantly since the start of the COVID-19 pandemic in 2020, due in part to the increased demand for GPUs for remote work and online activities. Furthermore, accurate GPU price forecasting can have broader implications beyond the computer hardware industry, with potential applications in investment decision-making, production planning, and pricing strategies for manufacturers. This research aims to forecast future GPU prices using deep learning-based time series forecasting using the Transformer model. We use daily prices of NVIDIA RTX 3090 Founder Edition as a test case. We use historical GPU prices to forecast 8, 16, and 30 days. Moreover, Transformer we compare the results of the Transformer model with two other models, RNN and LSTM. We found that to forecast 30 days; the Transformer model gets a higher coefficient of correlation (CC) of 0.8743, a lower root mean squared error (RMSE) value of 34.68, and a lower mean absolute percentage error (MAPE) of 0.82 compared to the RNN and LSTM model. These results suggest that the model is an effective and efficient method for predicting GPU prices.References
The Economist, “Crypto-miners are probably to blame for the graphics-chip shortage,” 2021. https://www.usnews.com/news/top-news/articles/2022-09-20/nvidia-unveils-new-gaming-chip-with-ai-features-taps-tsmc-for-manufacturing#:~:text=Nvidia%20designs%20its%20chips%20but,by%20Samsung%20Electronics%20Co%20Ltd. (accessed Apr. 25, 2022).
Z. Zhao et al., “Short-Term Load Forecasting Based on the Transformer Model,” Information (Switzerland), vol. 12, no. 12, Dec. 2021, doi: 10.3390/INFO12120516.
S. A. A. Leksono, Z. G. Prastyawan, and I. Veriawati, “Prediksi Harga Kartu Grafis Yang Dipengaruhi oleh Nilai Bitcoin,” JURNAL ILMIAH FIFO, vol. XI, no. 1, pp. 65–74, Apr. 2019.
M. Chlebus, M. Dyczko, and M. Woźniak, “Nvidia’s Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem,” Central European Economic Journal, vol. 8, no. 55, pp. 44–62, Jan. 2021, doi: 10.2478/ceej-2021-0004.
Maxime, “What is Transformer?,” 2019. https://medium.com/inside-machine-learning/what-is-a-transformer-d07dd1fbec04 (accessed Mar. 09, 2022).
E. Yalta Soplin et al., “A Comparative Study on Transformer Vs RNN in Speech Applications,” ASRU, 2019. [Online]. Available: http://www.merl.com
A. Zeyer, P. Bahar, K. Irie, R. Schluter, and H. Ney, “A Comparison of Transformer and LSTM Encoder Decoder Models for ASR,” in 2019 IEEE Automatic Speech Recognition and Understanding Workshop, ASRU 2019 - Proceedings, Dec. 2019, pp. 8–15. doi: 10.1109/ASRU46091.2019.9004025.
S. S. Pal and S. Kar, “Time series forecasting using fuzzy transformation and neural network with back propagation learning,” Journal of Intelligent and Fuzzy Systems, vol. 33, no. 1, pp. 467–477, 2017, doi: 10.3233/JIFS-161767.
S. Li et al., “Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting,” Jun. 2019.
N. Wu, B. Green, X. Ben, and S. O’Banion, “Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Case,” Jan. 2020, [Online]. Available: http://arxiv.org/abs/2001.08317
Keepa, “NVIDIA GeForce RTX 3090 Founders Edition Graphics Card,” 2019. https://keepa.com/#!product/1-B08HR6ZBYJ (accessed May 04, 2022).
A. Vaswani et al., “Attention Is All You Need,” Jun. 2017.
Han’guk T’ongsin Hakhoe, IEEE Communications Society, Denshi Jōhō Tsūshin Gakkai (Japan). Tsūshin Sosaieti, and Institute of Electrical and Electronics Engineers, RNN-based Deep Learning for One-hour ahead Load Forecasting. 2020.
H. Apaydin, H. Feizi, M. T. Sattari, M. S. Colak, S. Shamshirband, and K. W. Chau, “Comparative analysis of recurrent neural network architectures for reservoir inflow forecasting,” Water (Switzerland), vol. 12, no. 5, May 2020, doi: 10.3390/w12051500.
D. Zhang, Q. Peng, J. Lin, D. Wang, X. Liu, and J. Zhuang, “Simulating reservoir operation using a recurrent neural network algorithm,” Water (Switzerland), vol. 11, no. 4, Apr. 2019, doi: 10.3390/w11040865.
M. S. Hossain and H. Mahmood, “Short-term photovoltaic power forecasting using an LSTM neural network and synthetic weather forecast,” IEEE Access, vol. 8, pp. 172524–172533, 2020, doi: 10.1109/ACCESS.2020.3024901.
S. R. Venna, A. Tavanaei, R. N. Gottumukkala, V. v. Raghavan, A. S. Maida, and S. Nichols, “A Novel Data-Driven Model for Real-Time Influenza Forecasting,” IEEE Access, vol. 7, pp. 7691–7701, 2019, doi: 10.1109/ACCESS.2018.2888585.
P. Schober and L. A. Schwarte, “Correlation coefficients: Appropriate use and interpretation,” Anesth Analg, vol. 126, no. 5, pp. 1763–1768, May 2018, doi: 10.1213/ANE.0000000000002864.
M. A. Istiake Sunny, M. M. S. Maswood, and A. G. Alharbi, “Deep Learning-Based Stock Price Prediction Using LSTM and Bi-Directional LSTM Model,” in 2nd Novel Intelligent and Leading Emerging Sciences Conference, NILES 2020, Oct. 2020, pp. 87–92. doi: 10.1109/NILES50944.2020.9257950.
A. de Myttenaere, B. Golden, B. le Grand, and F. Rossi, “Mean Absolute Percentage Error for regression models,” Neurocomputing, vol. 192, pp. 38–48, Jun. 2016, doi: 10.1016/j.neucom.2015.12.114.
Downloads
Published
Issue
Section
License
The copyright of the article that accepted for publication shall be assigned to Jurnal Sisfokom (Sistem Informasi dan Komputer) and LPPM ISB Atma Luhur as the publisher of the journal. Copyright includes the right to reproduce and deliver the article in all form and media, including reprints, photographs, microfilms, and any other similar reproductions, as well as translations.
Jurnal Sisfokom (Sistem Informasi dan Komputer), LPPM ISB Atma Luhur, and the Editors make every effort to ensure that no wrong or misleading data, opinions or statements be published in the journal. In any way, the contents of the articles and advertisements published in Jurnal Sisfokom (Sistem Informasi dan Komputer) are the sole and exclusive responsibility of their respective authors.
Jurnal Sisfokom (Sistem Informasi dan Komputer) has full publishing rights to the published articles. Authors are allowed to distribute articles that have been published by sharing the link or DOI of the article. Authors are allowed to use their articles for legal purposes deemed necessary without the written permission of the journal with the initial publication notification from the Jurnal Sisfokom (Sistem Informasi dan Komputer).
The Copyright Transfer Form can be downloaded [Copyright Transfer Form Jurnal Sisfokom (Sistem Informasi dan Komputer).
This agreement is to be signed by at least one of the authors who have obtained the assent of the co-author(s). After submission of this agreement signed by the corresponding author, changes of authorship or in the order of the authors listed will not be accepted. The copyright form should be signed originally, and send it to the Editorial in the form of scanned document to sisfokom@atmaluhur.ac.id.